{"id":"https://openalex.org/W2083953899","doi":"https://doi.org/10.1007/s007800200092","title":"A clarification note about hitting times densities for Ornstein-Uhlenbeck processes","display_name":"A clarification note about hitting times densities for Ornstein-Uhlenbeck processes","publication_year":2003,"publication_date":"2003-07-01","ids":{"openalex":"https://openalex.org/W2083953899","doi":"https://doi.org/10.1007/s007800200092","mag":"2083953899"},"language":"en","primary_location":{"id":"doi:10.1007/s007800200092","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800200092","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5105740805","display_name":"Anja G\ufffding-Jaeschke","orcid":null},"institutions":[{"id":"https://openalex.org/I35440088","display_name":"ETH Zurich","ror":"https://ror.org/05a28rw58","country_code":"CH","type":"education","lineage":["https://openalex.org/I2799323385","https://openalex.org/I35440088"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Anja G\ufffding-Jaeschke","raw_affiliation_strings":["Baloise Insurance Group, Aeschengraben 21, 4002 Basel, Switzerland (e-mail: anja.goeing-jaeschke@basler.ch); Formerly: ETH Zurich, Department of Mathematics, 8092 Zurich#N#, , CH"],"affiliations":[{"raw_affiliation_string":"Baloise Insurance Group, Aeschengraben 21, 4002 Basel, Switzerland (e-mail: anja.goeing-jaeschke@basler.ch); Formerly: ETH Zurich, Department of Mathematics, 8092 Zurich#N#, , CH","institution_ids":["https://openalex.org/I35440088"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113626385","display_name":"Marc Yor","orcid":null},"institutions":[{"id":"https://openalex.org/I39804081","display_name":"Sorbonne Universit\u00e9","ror":"https://ror.org/02en5vm52","country_code":"FR","type":"education","lineage":["https://openalex.org/I39804081"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Marc Yor","raw_affiliation_strings":["Universit\u00e9 Pierre et Marie Curie, Laboratoire de Probabilit\u00e9s, 4 Place Jussieu, 75252 Paris Cedex 05, France\n, , , , , , FR","Universit\u00e9 Pierre et Marie Curie, Laboratoire de Probabilit\u00e9s, 4 Place Jussieu, 75252 Paris Cedex 05, France , FR"],"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Pierre et Marie Curie, Laboratoire de Probabilit\u00e9s, 4 Place Jussieu, 75252 Paris Cedex 05, France\n, , , , , , FR","institution_ids":["https://openalex.org/I39804081"]},{"raw_affiliation_string":"Universit\u00e9 Pierre et Marie Curie, Laboratoire de Probabilit\u00e9s, 4 Place Jussieu, 75252 Paris Cedex 05, France , FR","institution_ids":["https://openalex.org/I39804081"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5105740805"],"corresponding_institution_ids":["https://openalex.org/I35440088"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.3136,"has_fulltext":false,"cited_by_count":38,"citation_normalized_percentile":{"value":0.81084071,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"7","issue":"3","first_page":"413","last_page":"415"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11520","display_name":"Advanced Thermodynamics and Statistical Mechanics","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11520","display_name":"Advanced Thermodynamics and Statistical Mechanics","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10591","display_name":"Theoretical and Computational Physics","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/3104","display_name":"Condensed Matter Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9884999990463257,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ornstein\u2013uhlenbeck-process","display_name":"Ornstein\u2013Uhlenbeck process","score":0.9065722823143005},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.788491427898407},{"id":"https://openalex.org/keywords/hitting-time","display_name":"Hitting time","score":0.6340084075927734},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4922415316104889},{"id":"https://openalex.org/keywords/point","display_name":"Point (geometry)","score":0.4865361750125885},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4409847557544708},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4297759532928467},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4144974648952484},{"id":"https://openalex.org/keywords/calculus","display_name":"Calculus (dental)","score":0.3281988501548767},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.2434101700782776},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.20930233597755432},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.1748121678829193},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15194928646087646},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.14025068283081055},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.08566418290138245},{"id":"https://openalex.org/keywords/medicine","display_name":"Medicine","score":0.05799049139022827}],"concepts":[{"id":"https://openalex.org/C31634936","wikidata":"https://www.wikidata.org/wiki/Q1757587","display_name":"Ornstein\u2013Uhlenbeck process","level":3,"score":0.9065722823143005},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.788491427898407},{"id":"https://openalex.org/C199277547","wikidata":"https://www.wikidata.org/wiki/Q5872687","display_name":"Hitting time","level":2,"score":0.6340084075927734},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4922415316104889},{"id":"https://openalex.org/C28719098","wikidata":"https://www.wikidata.org/wiki/Q44946","display_name":"Point (geometry)","level":2,"score":0.4865361750125885},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4409847557544708},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4297759532928467},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4144974648952484},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.3281988501548767},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.2434101700782776},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20930233597755432},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1748121678829193},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15194928646087646},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14025068283081055},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.08566418290138245},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.05799049139022827},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s007800200092","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s007800200092","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2007347740","https://openalex.org/W2895508653","https://openalex.org/W2039671681","https://openalex.org/W2083953899","https://openalex.org/W1975557232","https://openalex.org/W4205411904","https://openalex.org/W3123609210","https://openalex.org/W3090783472","https://openalex.org/W2992668309","https://openalex.org/W4391959027"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
